+296.4%
WBD vs RJF
+1,756.5%
-1,460.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.7% | +1.8% | -2.5% | -1.5% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +6.2% | +18.0% | -11.7% | -1.3% |
| 6M | +0.6% | +17.0% | -16.4% | -6.5% |
| YTD | -2.4% | +11.1% | -13.5% | -8.0% |
| 1Y | +127.7% | +8.0% | +119.7% | +117.2% |
| 3Y | +148.4% | +73.3% | +75.1% | +93.8% |
| 5Y | +4.2% | +107.4% | -103.2% | -24.6% |
| 10Y | +10.8% | +428.5% | -417.7% | -46.5% |
| All | +296.4% | +1,756.5% | -1,460.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling